Search Packages

pyportfolioopt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

rie-estimator

Function to estimate the oracle RIE corrrelation estimator of a dataset

statmoments

Streaming statistical moments

batchstats

Python package for efficient, online statistical computations on streaming or large-scale data

canopy-optimizer

Institutional-grade hierarchical portfolio optimization in Python — HRP, HERC, NCO — with robust covariance estimation, risk measures, walk-forward backtesting, and compliance audit trails.

multinorm

Multivariate Normal Distributions from Python

pyportfoliopt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity